-53.7%
SMR vs ACI
-34.3%
-19.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -3.4% |
| 7D | -8.3% | +2.3% | -10.5% | -8.0% |
| 30D | -20.1% | +1.2% | -21.3% | -19.8% |
| 3M | -52.7% | +6.8% | -59.5% | -52.0% |
| 6M | -61.0% | -18.7% | -42.3% | -60.7% |
| YTD | -67.1% | -20.2% | -46.9% | -66.9% |
| 1Y | -79.9% | -23.7% | -56.1% | -79.7% |
| 3Y | +101.7% | -31.6% | +133.4% | +104.4% |
| All | -53.7% | -34.3% | -19.4% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling